+112.4%
MS vs AEM
+298.2%
-185.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.7% |
| 7D | -1.6% | +15.8% | -17.4% | -3.6% |
| 30D | -3.8% | +6.2% | -10.0% | -4.7% |
| 3M | -14.6% | +14.3% | -28.9% | -16.4% |
| 6M | -5.1% | +1.4% | -6.5% | -6.1% |
| YTD | +4.5% | +13.7% | -9.2% | +1.4% |
| 1Y | +13.5% | +21.3% | -7.8% | +9.3% |
| 3Y | +160.4% | +309.9% | -149.5% | +112.8% |
| All | +112.4% | +298.2% | -185.8% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling